CBOE Gold Volatility Index (^GVZ)
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Performance
Performance Chart
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Returns By Period
CBOE Gold Volatility Index (^GVZ) returned 34.40% year-to-date (YTD) and 24.13% over the past 12 months. Over the past 10 years, ^GVZ returned 2.82% annually, underperforming the S&P 500 benchmark at 10.85%.
^GVZ
34.40%
-11.09%
18.80%
24.13%
3.94%
1.60%
2.82%
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of ^GVZ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 8.21% | 0.00% | 12.77% | 20.63% | -8.69% | 34.40% | |||||||
2024 | -16.97% | -15.20% | 38.35% | 7.12% | -7.74% | -3.54% | 21.47% | -8.28% | 10.24% | 7.63% | -15.88% | -10.69% | -7.76% |
2023 | -3.08% | -10.03% | 22.16% | -4.85% | -5.10% | -22.97% | 1.00% | -3.13% | 9.85% | 25.43% | -12.38% | 11.46% | -2.46% |
2022 | 14.31% | 25.57% | -3.43% | -2.07% | -13.31% | 14.08% | -15.91% | 3.21% | 14.69% | -6.40% | -15.44% | 5.18% | 11.23% |
2021 | -0.72% | 2.13% | -19.02% | -14.59% | 10.29% | -0.68% | -5.51% | 2.52% | 10.92% | -6.35% | 11.95% | -18.79% | -29.73% |
2020 | 6.89% | 57.56% | 37.24% | -16.96% | -25.12% | 8.26% | 24.48% | -0.57% | -9.25% | 5.39% | -15.35% | 5.59% | 64.61% |
2019 | -20.33% | -11.36% | 4.41% | -6.24% | 10.84% | 54.79% | -17.39% | 16.96% | -0.52% | -12.88% | -20.01% | 17.93% | -6.31% |
2018 | 18.34% | -9.48% | -5.79% | 0.81% | -2.06% | -1.56% | 4.28% | -2.23% | -2.01% | 12.48% | -6.79% | 19.72% | 22.99% |
2017 | -5.91% | -6.35% | -13.22% | -6.53% | 1.90% | -6.94% | 5.55% | 14.21% | -11.24% | 0.34% | -0.17% | -7.04% | -32.47% |
2016 | 4.94% | 43.61% | -18.33% | 9.65% | -21.75% | 16.87% | -14.59% | 1.33% | -13.30% | 30.62% | 5.79% | -15.38% | 8.27% |
2015 | -2.14% | -19.03% | 2.70% | 2.57% | -16.53% | 9.65% | 9.45% | 15.19% | -9.67% | -11.91% | 9.88% | -11.35% | -25.35% |
2014 | -14.00% | -13.69% | 8.09% | -10.65% | -1.16% | -8.67% | 10.35% | -16.88% | 46.54% | 14.39% | 16.85% | -20.22% | -7.25% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^GVZ is 56, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for CBOE Gold Volatility Index (^GVZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the CBOE Gold Volatility Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the CBOE Gold Volatility Index was 86.24%, occurring on May 29, 2019. The portfolio has not yet recovered.
The current CBOE Gold Volatility Index drawdown is 69.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-86.24% | Oct 13, 2008 | 2674 | May 29, 2019 | — | — | — |
-31.15% | Jul 14, 2008 | 14 | Jul 31, 2008 | 28 | Sep 10, 2008 | 42 |
-20.75% | Sep 19, 2008 | 4 | Sep 24, 2008 | 12 | Oct 10, 2008 | 16 |
-5.75% | Jun 11, 2008 | 6 | Jun 18, 2008 | 2 | Jun 20, 2008 | 8 |
-5.61% | Jul 2, 2008 | 5 | Jul 9, 2008 | 2 | Jul 11, 2008 | 7 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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